+746.4%
TTMI vs SW
+755.0%
-8.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +8.7% |
| 7D | +5.9% | -5.1% | +11.0% | +6.3% |
| 30D | -4.3% | -4.6% | +0.3% | -4.0% |
| 3M | -32.0% | +9.4% | -41.4% | -32.7% |
| 6M | +19.5% | +3.5% | +15.9% | +18.8% |
| YTD | +82.0% | +22.0% | +60.0% | +78.3% |
| 1Y | +172.6% | +2.2% | +170.4% | +170.2% |
| 3Y | +744.7% | +19.6% | +725.1% | +727.0% |
| 5Y | +805.6% | -2.3% | +807.9% | +781.7% |
| 10Y | +1,057.6% | +181.4% | +876.2% | +967.5% |
| All | +746.4% | +755.0% | -8.6% | +612.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling